+196.4%
SO vs D
+48.0%
+148.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +1.4% | -1.4% | +2.7% | +2.4% |
| 30D | +4.7% | +7.7% | -3.0% | -0.9% |
| 3M | +1.7% | -0.3% | +2.0% | +1.7% |
| 6M | +2.2% | +10.1% | -7.9% | -5.2% |
| YTD | +10.0% | +19.1% | -9.1% | -3.7% |
| 1Y | +6.0% | +15.9% | -9.9% | -5.4% |
| 3Y | +54.1% | +75.0% | -20.9% | -1.1% |
| 5Y | +79.6% | +13.4% | +66.3% | +59.6% |
| All | +196.4% | +48.0% | +148.4% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling